+690.9%
MS vs KEYS
+995.5%
-304.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.2% | -0.6% |
| 7D | -1.7% | +6.9% | -8.7% | -4.8% |
| 30D | +0.9% | -19.1% | +20.0% | +10.3% |
| 3M | -10.8% | -11.1% | +0.2% | -7.2% |
| 6M | +0.9% | -16.6% | +17.5% | +6.9% |
| YTD | +9.8% | +50.4% | -40.6% | -14.6% |
| 1Y | +17.1% | +67.5% | -50.4% | -14.0% |
| 3Y | +175.7% | +146.0% | +29.7% | +61.6% |
| 5Y | +125.9% | +64.5% | +61.3% | +57.7% |
| 10Y | +556.2% | +784.1% | -227.9% | +91.5% |
| All | +690.9% | +995.5% | -304.5% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KEYS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling